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Problem Set 3-edited Mailings Review View O Tell me m、皿、新、 AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe 三v Normal Body Text List Paragraph No Spacing 5. Table 1 shows the daily stock price of Apple Inc. (AAPL) in the past few trading days. Table 1. Daily stock prices of Apple Inc. 1- 4- 5- 6- 7- 8- 11- 12- 13- 14- 15- 18- Date Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Stock 255.1 256.7 256.4 256.5 259.4 260.1 262.2 262 264.5 262.6 265.8 265.7 Price Since the stock market closes on weekends, Table 1 only shows stock prices during weekdays. Please answer the following questions based on the given information. (a) Apply the moving average (MA) model with a three-day lag (q = 3) and a five-day lag (q =5) to forecast Apple Inc.'s stock price in the following three trading days (i.e., its stock price on November 19, 20 and 21). (Hint: calculate the stock price on November 19 first, and then use the estimated stock price of November 19 to forecast the stock price on November 20.) (ROUND TO ONE DECIMAL)

Problem Set 3-edited Mailings Review View O Tell me m、皿、新、 AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe 三v Normal Body Text List Paragraph No Spacing 5. Table 1 shows the daily stock price of Apple Inc. (AAPL) in the past few trading days. Table 1. Daily stock prices of Apple Inc. 1- 4- 5- 6- 7- 8- 11- 12- 13- 14- 15- 18- Date Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Stock 255.1 256.7 256.4 256.5 259.4 260.1 262.2 262 264.5 262.6 265.8 265.7 Price Since the stock market closes on weekends, Table 1 only shows stock prices during weekdays. Please answer the following questions based on the given information. (a) Apply the moving average (MA) model with a three-day lag (q = 3) and a five-day lag (q =5) to forecast Apple Inc.'s stock price in the following three trading days (i.e., its stock price on November 19, 20 and 21). (Hint: calculate the stock price on November 19 first, and then use the estimated stock price of November 19 to forecast the stock price on November 20.) (ROUND TO ONE DECIMAL)

Practical Management Science
Practical Management Science
6th Edition
ISBN:9781337406659
Author:WINSTON, Wayne L.
Publisher:WINSTON, Wayne L.
Chapter14: Data Mining
Section14.2: Classification Methods
Problem 7P
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A Problem Set 3-edited Mailings Review View Tell me AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe Normal Body Text List Paragraph No Spacing 5. Table 1 shows the daily stock price of Apple Inc. (AAPL) in the past few trading days. Table 1. Daily stock prices of Apple Inc. 1- 4- 5- 6- 7- 8- 11- 12- 13- 14- 15- 18- Date Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Stock 255.1 256.7 256.4 256.5 259.4 260.1 262.2 262 264.5 262.6 265.8 265.7 Price Since the stock market closes on weekends, Table 1 only shows stock prices during weekdays. Please answer the following questions based on the given information. (a) Apply the moving average (MA) model with a three-day lag (q = 3) and a five-day lag (q =5) to forecast Apple Inc.'s stock price in the following three trading days (i.e., its stock price on November 19, 20 and 21). (Hint: calculate the stock price on November 19 first, and then use the estimated stock price of November 19 to forecast the stock price on November 20.) (ROUND TO ONE DECIMAL) ates) O Focus dtv MacBook Pro
Transcribed Image Text:A Problem Set 3-edited Mailings Review View Tell me AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe Normal Body Text List Paragraph No Spacing 5. Table 1 shows the daily stock price of Apple Inc. (AAPL) in the past few trading days. Table 1. Daily stock prices of Apple Inc. 1- 4- 5- 6- 7- 8- 11- 12- 13- 14- 15- 18- Date Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Nov Stock 255.1 256.7 256.4 256.5 259.4 260.1 262.2 262 264.5 262.6 265.8 265.7 Price Since the stock market closes on weekends, Table 1 only shows stock prices during weekdays. Please answer the following questions based on the given information. (a) Apply the moving average (MA) model with a three-day lag (q = 3) and a five-day lag (q =5) to forecast Apple Inc.'s stock price in the following three trading days (i.e., its stock price on November 19, 20 and 21). (Hint: calculate the stock price on November 19 first, and then use the estimated stock price of November 19 to forecast the stock price on November 20.) (ROUND TO ONE DECIMAL) ates) O Focus dtv MacBook Pro
Problem Set 3-edited Mailings Review View Tell me AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe AaBbCcDdE 田 Normal Body Text List Paragraph No Spacing (b) Known an autoregressive (AR) model with a two-day lag as follows: XAR = 3.7 + 0.9xt-1 + 0.1xt-2 Use the above AR model to forecast the stock prices of Apple Inc. on November 19, November 20, and ( November 21. Note that t represents the number of trading days instead of theactual calendar date. (Hint: calculate the stock price on November 19 first, and then use the estimated stock price of November 19 to forecast the stock price on November 20.) (c) Calculate MAPE for the MA(3), MA(5) and AR(2) model given that the true valueon November 19, 20 and 21 are 267.3, 267.8 and 268.6 respectively. Then contude which model gives the best forecasting results based on MAPE. (NO SPECIFIC ROUNDING RULE) !!! lili
Transcribed Image Text:Problem Set 3-edited Mailings Review View Tell me AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe AaBbCcDdE 田 Normal Body Text List Paragraph No Spacing (b) Known an autoregressive (AR) model with a two-day lag as follows: XAR = 3.7 + 0.9xt-1 + 0.1xt-2 Use the above AR model to forecast the stock prices of Apple Inc. on November 19, November 20, and ( November 21. Note that t represents the number of trading days instead of theactual calendar date. (Hint: calculate the stock price on November 19 first, and then use the estimated stock price of November 19 to forecast the stock price on November 20.) (c) Calculate MAPE for the MA(3), MA(5) and AR(2) model given that the true valueon November 19, 20 and 21 are 267.3, 267.8 and 268.6 respectively. Then contude which model gives the best forecasting results based on MAPE. (NO SPECIFIC ROUNDING RULE) !!! lili
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